NYMEX Light Sweet Crude Oil Future December 2023
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
85.37 |
83.53 |
-1.84 |
-2.2% |
88.00 |
High |
85.59 |
85.90 |
0.31 |
0.4% |
88.29 |
Low |
82.56 |
83.10 |
0.54 |
0.7% |
82.08 |
Close |
83.21 |
85.54 |
2.33 |
2.8% |
85.54 |
Range |
3.03 |
2.80 |
-0.23 |
-7.6% |
6.21 |
ATR |
2.78 |
2.78 |
0.00 |
0.1% |
0.00 |
Volume |
341,792 |
333,760 |
-8,032 |
-2.3% |
1,791,119 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.25 |
92.19 |
87.08 |
|
R3 |
90.45 |
89.39 |
86.31 |
|
R2 |
87.65 |
87.65 |
86.05 |
|
R1 |
86.59 |
86.59 |
85.80 |
87.12 |
PP |
84.85 |
84.85 |
84.85 |
85.11 |
S1 |
83.79 |
83.79 |
85.28 |
84.32 |
S2 |
82.05 |
82.05 |
85.03 |
|
S3 |
79.25 |
80.99 |
84.77 |
|
S4 |
76.45 |
78.19 |
84.00 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.93 |
100.95 |
88.96 |
|
R3 |
97.72 |
94.74 |
87.25 |
|
R2 |
91.51 |
91.51 |
86.68 |
|
R1 |
88.53 |
88.53 |
86.11 |
86.92 |
PP |
85.30 |
85.30 |
85.30 |
84.50 |
S1 |
82.32 |
82.32 |
84.97 |
80.71 |
S2 |
79.09 |
79.09 |
84.40 |
|
S3 |
72.88 |
76.11 |
83.83 |
|
S4 |
66.67 |
69.90 |
82.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.29 |
82.08 |
6.21 |
7.3% |
3.12 |
3.6% |
56% |
False |
False |
358,223 |
10 |
89.85 |
82.08 |
7.77 |
9.1% |
2.83 |
3.3% |
45% |
False |
False |
330,669 |
20 |
89.89 |
80.20 |
9.69 |
11.3% |
2.84 |
3.3% |
55% |
False |
False |
288,415 |
40 |
92.48 |
80.20 |
12.28 |
14.4% |
2.41 |
2.8% |
43% |
False |
False |
234,811 |
60 |
92.48 |
77.03 |
15.45 |
18.1% |
2.16 |
2.5% |
55% |
False |
False |
193,975 |
80 |
92.48 |
70.50 |
21.98 |
25.7% |
2.06 |
2.4% |
68% |
False |
False |
169,607 |
100 |
92.48 |
66.36 |
26.12 |
30.5% |
2.08 |
2.4% |
73% |
False |
False |
152,754 |
120 |
92.48 |
66.36 |
26.12 |
30.5% |
2.10 |
2.5% |
73% |
False |
False |
137,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.80 |
2.618 |
93.23 |
1.618 |
90.43 |
1.000 |
88.70 |
0.618 |
87.63 |
HIGH |
85.90 |
0.618 |
84.83 |
0.500 |
84.50 |
0.382 |
84.17 |
LOW |
83.10 |
0.618 |
81.37 |
1.000 |
80.30 |
1.618 |
78.57 |
2.618 |
75.77 |
4.250 |
71.20 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
85.19 |
85.02 |
PP |
84.85 |
84.51 |
S1 |
84.50 |
83.99 |
|